+45.8%
MPC vs S
+36.9%
+8.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.8% | +4.9% | -3.3% |
| 7D | -12.8% | -16.7% | +3.9% | -11.8% |
| 30D | -12.7% | -17.0% | +4.2% | -11.7% |
| 3M | +27.1% | +2.0% | +25.1% | +26.1% |
| 6M | +45.8% | +35.1% | +10.7% | +38.6% |
| All | +45.8% | +36.9% | +8.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling